+86.0%
CHRW vs FCEL
-59.7%
+145.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +18.8% | -17.1% | +1.5% |
| 7D | +1.9% | +4.0% | -2.0% | +1.9% |
| 30D | +0.9% | -13.1% | +14.0% | +1.0% |
| 3M | -19.9% | +14.6% | -34.5% | -20.4% |
| 6M | -15.8% | +133.7% | -149.5% | -18.8% |
| YTD | -5.6% | +143.0% | -148.5% | -9.3% |
| 1Y | +21.0% | +320.9% | -299.8% | +14.1% |
| 3Y | +86.0% | -58.9% | +144.9% | +82.1% |
| All | +86.0% | -59.7% | +145.8% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FCEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling